Related papers: On fully nonlinear parabolic mean field games with…
This paper considers a mean field game model inspired by crowd motion where agents want to leave a given bounded domain through a part of its boundary in minimal time. Each agent is free to move in any direction, but their maximal speed is…
This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…
In this work we study the sets of two-party correlations generated from a Bell scenario involving two spatially separated systems with respect to various physical models. We show that the sets of classical, quantum, no-signaling and…
We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…
We introduce a new class of nonlocal nonlinear conservation laws in one space dimension that allow for nonlocal interactions over a finite horizon. The proposed model, which we refer to as the nonlocal pair interaction model, inherits at…
In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…
Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…
We show that a certain class of nonlocal scalar models, with a kinetic operator inspired by string field theory, is equivalent to a system which is local in the coordinates but nonlocal in an auxiliary evolution variable. This system admits…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…
In this paper, we consider mean-field games where the interaction of each player with the mean-field takes into account not only the states of the players but also their collective behavior, To do so, we develop a random variable framework…
In this work, we consider a first order mean field games system with non-local couplings. A Lagrange-Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton-Jacobi-Bellman equation, is proposed to…
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. In contrast with previous…
In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…
We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only…
We study the forward-backward system of stochastic partial differential equations describing a mean field game for a large population of small players subject to both idiosyncratic and common noise. The unique feature of the problem is that…
Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…
We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…
We consider a nonlinear parabolic model that forces solutions to stay on a $L^2$-sphere through a nonlocal term in the equation. We study the local and global well-posedness on a bounded domain and the whole Euclidean space in the energy…
This manuscript constructs global in time solutions to the $master\ equations$ for potential Mean Field Games. The study concerns a class of Lagrangians and initial data functions, which are $displacement\ convex$ and so, it may be in…